Linearly constrained global optimization and stochastic differential equations

Journal of Global Optimization

Volumn 36, Issue 2, 2006, Pages 191-217

  Parpas, Panos ^a   Rustem, Berç ^a   Pistikopoulos, Efstratios N ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Fokker Planck equation; Laplace's method; Projection algorithms; Simulated annealing; Stochastic differential equations; Stochastic global optimization

Indexed keywords

ALGORITHMS; CONSTRAINT THEORY; DIFFERENTIAL EQUATIONS; FUNCTIONS; LAPLACE TRANSFORMS; PROBABILITY; SIMULATED ANNEALING;

FOKKER-PLANCK EQUATION; PROJECTION ALGORITHMS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC GLOBAL OPTIMIZATION;

GLOBAL OPTIMIZATION;

EID: 33745922452     PISSN: 09255001     EISSN: 15732916     Source Type: Journal    
DOI: 10.1007/s10898-006-9026-z     Document Type: Article

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